E-mini NASDAQ-100 Future December 2011


Trading Metrics calculated at close of trading on 09-Sep-2011
Day Change Summary
Previous Current
08-Sep-2011 09-Sep-2011 Change Change % Previous Week
Open 2,220.00 2,210.50 -9.50 -0.4% 2,150.00
High 2,239.00 2,223.25 -15.75 -0.7% 2,239.00
Low 2,200.75 2,145.00 -55.75 -2.5% 2,103.25
Close 2,212.00 2,164.25 -47.75 -2.2% 2,164.25
Range 38.25 78.25 40.00 104.6% 135.75
ATR 63.06 64.14 1.09 1.7% 0.00
Volume 120,990 291,723 170,733 141.1% 418,968
Daily Pivots for day following 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 2,412.25 2,366.50 2,207.25
R3 2,334.00 2,288.25 2,185.75
R2 2,255.75 2,255.75 2,178.50
R1 2,210.00 2,210.00 2,171.50 2,193.75
PP 2,177.50 2,177.50 2,177.50 2,169.50
S1 2,131.75 2,131.75 2,157.00 2,115.50
S2 2,099.25 2,099.25 2,150.00
S3 2,021.00 2,053.50 2,142.75
S4 1,942.75 1,975.25 2,121.25
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 2,576.00 2,506.00 2,239.00
R3 2,440.25 2,370.25 2,201.50
R2 2,304.50 2,304.50 2,189.25
R1 2,234.50 2,234.50 2,176.75 2,269.50
PP 2,168.75 2,168.75 2,168.75 2,186.50
S1 2,098.75 2,098.75 2,151.75 2,133.75
S2 2,033.00 2,033.00 2,139.25
S3 1,897.25 1,963.00 2,127.00
S4 1,761.50 1,827.25 2,089.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,239.00 2,103.25 135.75 6.3% 59.75 2.8% 45% False False 84,103
10 2,262.75 2,076.50 186.25 8.6% 58.00 2.7% 47% False False 42,445
20 2,262.75 2,019.25 243.50 11.3% 61.25 2.8% 60% False False 21,457
40 2,429.50 1,964.00 465.50 21.5% 66.75 3.1% 43% False False 11,053
60 2,429.50 1,964.00 465.50 21.5% 57.25 2.6% 43% False False 7,393
80 2,429.50 1,964.00 465.50 21.5% 44.00 2.0% 43% False False 5,545
100 2,429.50 1,964.00 465.50 21.5% 35.50 1.6% 43% False False 4,437
120 2,429.50 1,964.00 465.50 21.5% 30.25 1.4% 43% False False 3,698
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.55
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 2,555.75
2.618 2,428.00
1.618 2,349.75
1.000 2,301.50
0.618 2,271.50
HIGH 2,223.25
0.618 2,193.25
0.500 2,184.00
0.382 2,175.00
LOW 2,145.00
0.618 2,096.75
1.000 2,066.75
1.618 2,018.50
2.618 1,940.25
4.250 1,812.50
Fisher Pivots for day following 09-Sep-2011
Pivot 1 day 3 day
R1 2,184.00 2,192.00
PP 2,177.50 2,182.75
S1 2,171.00 2,173.50

These figures are updated between 7pm and 10pm EST after a trading day.

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